[R] generate random numbers subject to constraints

[Robert A LaBudde]

At 01:13 PM 3/26/2008, Ala' Jaouni wrote:
>I am trying to generate a set of random numbers that fulfill the following
>constraints:
>
>X1 + X2 + X3 + X4 = 1
>
>aX1 + bX2 + cX3 + dX4 = n
>
>where a, b, c, d, and n are known.
>
>Any function to do this?

1. Generate random variates for X1, X2, based upon whatever 
unspecified distribution you wish.

2. Solve the two equations for X3 and X4.

================================================================
Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
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